pandas-market-calendars 4.3.1__py3-none-any.whl → 4.3.3__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (49) hide show
  1. pandas_market_calendars/__init__.py +38 -37
  2. pandas_market_calendars/calendar_registry.py +53 -48
  3. pandas_market_calendars/calendar_utils.py +261 -225
  4. pandas_market_calendars/calendars/asx.py +66 -63
  5. pandas_market_calendars/calendars/bmf.py +206 -227
  6. pandas_market_calendars/calendars/bse.py +407 -409
  7. pandas_market_calendars/calendars/cboe.py +145 -115
  8. pandas_market_calendars/calendars/cme.py +402 -240
  9. pandas_market_calendars/calendars/cme_globex_agriculture.py +126 -103
  10. pandas_market_calendars/calendars/cme_globex_base.py +119 -103
  11. pandas_market_calendars/calendars/cme_globex_crypto.py +160 -147
  12. pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -138
  13. pandas_market_calendars/calendars/cme_globex_equities.py +123 -104
  14. pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -113
  15. pandas_market_calendars/calendars/cme_globex_fx.py +101 -78
  16. pandas_market_calendars/calendars/eurex.py +139 -119
  17. pandas_market_calendars/calendars/eurex_fixed_income.py +98 -0
  18. pandas_market_calendars/calendars/hkex.py +426 -408
  19. pandas_market_calendars/calendars/ice.py +81 -65
  20. pandas_market_calendars/calendars/iex.py +112 -98
  21. pandas_market_calendars/calendars/jpx.py +109 -103
  22. pandas_market_calendars/calendars/lse.py +114 -91
  23. pandas_market_calendars/calendars/mirror.py +130 -114
  24. pandas_market_calendars/calendars/nyse.py +1324 -1127
  25. pandas_market_calendars/calendars/ose.py +116 -150
  26. pandas_market_calendars/calendars/sifma.py +350 -297
  27. pandas_market_calendars/calendars/six.py +132 -114
  28. pandas_market_calendars/calendars/sse.py +311 -290
  29. pandas_market_calendars/calendars/tase.py +197 -195
  30. pandas_market_calendars/calendars/tsx.py +181 -159
  31. pandas_market_calendars/class_registry.py +22 -16
  32. pandas_market_calendars/holidays/cme.py +385 -340
  33. pandas_market_calendars/holidays/cme_globex.py +214 -198
  34. pandas_market_calendars/holidays/cn.py +1455 -1436
  35. pandas_market_calendars/holidays/jp.py +398 -396
  36. pandas_market_calendars/holidays/jpx_equinox.py +453 -95
  37. pandas_market_calendars/holidays/nyse.py +1531 -1472
  38. pandas_market_calendars/holidays/oz.py +63 -65
  39. pandas_market_calendars/holidays/sifma.py +338 -321
  40. pandas_market_calendars/holidays/uk.py +32 -26
  41. pandas_market_calendars/holidays/us.py +376 -360
  42. pandas_market_calendars/market_calendar.py +895 -789
  43. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/METADATA +7 -5
  44. pandas_market_calendars-4.3.3.dist-info/RECORD +50 -0
  45. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/WHEEL +1 -1
  46. pandas_market_calendars-4.3.1.dist-info/RECORD +0 -49
  47. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/LICENSE +0 -0
  48. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/NOTICE +0 -0
  49. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/top_level.txt +0 -0
@@ -1,113 +1,136 @@
1
- from .cme_globex_base import CMEGlobexBaseExchangeCalendar
2
-
3
- from datetime import time
4
- from pandas.tseries.holiday import AbstractHolidayCalendar
5
-
6
- from pandas_market_calendars.holidays.cme import (
7
- USMartinLutherKingJrAfter1998Before2015,
8
- USMartinLutherKingJrAfter1998Before2016FridayBefore,
9
- USMartinLutherKingJrAfter2015,
10
- USPresidentsDayBefore2016FridayBefore,
11
- USPresidentsDayBefore2015,
12
- USPresidentsDayAfter2015,
13
- GoodFridayBefore2021NotEarlyClose,
14
- GoodFridayAfter2021,
15
- GoodFriday2009,
16
- GoodFriday2010,
17
- GoodFriday2012,
18
- GoodFriday2015,
19
- GoodFriday2021,
20
- USMemorialDay2013AndPrior,
21
- USMemorialDayAfter2013,
22
- USMemorialDay2015AndPriorFridayBefore,
23
- USIndependenceDayBefore2014,
24
- USIndependenceDayAfter2014,
25
- USLaborDayStarting1887Before2014,
26
- USLaborDayStarting1887Before2015FridayBefore,
27
- USLaborDayStarting1887After2014,
28
- USThanksgivingBefore2014,
29
- USThanksgivingAfter2014,
30
- USThanksgivingFriday,
31
- )
32
- from pandas_market_calendars.holidays.us import (
33
- USNewYearsDay,
34
- ChristmasEveInOrAfter1993,
35
- Christmas,
36
- USJuneteenthAfter2022
37
- )
38
-
39
-
40
- class CMEGlobexFixedIncomeCalendar(CMEGlobexBaseExchangeCalendar):
41
- aliases = ["CME Globex Fixed Income", "CME Globex Interest Rate Products"]
42
-
43
- regular_market_times = {
44
- "market_open": ((None, time(18), -1),),
45
- "market_close": ((None, time(17)),),
46
- }
47
-
48
- """
49
- Not yet implemented:
50
- Christmas/New_Years
51
- 5am special open for a couple years (see tests)
52
-
53
- regular market_open/market_close changed from 17/16 to 18/17?
54
- """
55
-
56
- @property
57
- def name(self): return "CME Globex Fixed Income"
58
-
59
- @property
60
- def regular_holidays(self):
61
- return AbstractHolidayCalendar(rules=[
62
- USNewYearsDay,
63
- GoodFridayBefore2021NotEarlyClose,
64
- GoodFridayAfter2021,
65
- Christmas,
66
- ])
67
-
68
- @property
69
- def special_closes_adhoc(self):
70
- return [(time(15,15), ["2010-07-02", "2011-07-01"]),
71
- (time(12,15), ["2010-12-31"])]
72
-
73
- @property
74
- def special_closes(self):
75
- # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
76
- return [
77
- (time(12), AbstractHolidayCalendar(rules=[
78
- USMartinLutherKingJrAfter1998Before2015,
79
- USMartinLutherKingJrAfter2015,
80
- USPresidentsDayBefore2015,
81
- USPresidentsDayAfter2015,
82
- USMemorialDay2013AndPrior,
83
- USMemorialDayAfter2013,
84
- USIndependenceDayBefore2014,
85
- USIndependenceDayAfter2014,
86
- USLaborDayStarting1887Before2014,
87
- USLaborDayStarting1887After2014,
88
- USThanksgivingBefore2014,
89
- USThanksgivingAfter2014,
90
- USJuneteenthAfter2022,
91
- ])),
92
-
93
- (time(15,15), AbstractHolidayCalendar(rules=[
94
- USMartinLutherKingJrAfter1998Before2016FridayBefore,
95
- USPresidentsDayBefore2016FridayBefore,
96
- GoodFriday2009,
97
- USMemorialDay2015AndPriorFridayBefore,
98
- USLaborDayStarting1887Before2015FridayBefore
99
- ])),
100
-
101
- (time(12,15), AbstractHolidayCalendar(rules= [
102
- USThanksgivingFriday,
103
- ChristmasEveInOrAfter1993,
104
- ])),
105
-
106
- (time(10,15), AbstractHolidayCalendar(rules=[
107
- GoodFriday2010,
108
- GoodFriday2012,
109
- GoodFriday2015,
110
- GoodFriday2021,
111
- ])),
112
-
113
- ]
1
+ from datetime import time
2
+
3
+ from pandas.tseries.holiday import AbstractHolidayCalendar
4
+
5
+ from pandas_market_calendars.holidays.cme import (
6
+ USMartinLutherKingJrAfter1998Before2015,
7
+ USMartinLutherKingJrAfter1998Before2016FridayBefore,
8
+ USMartinLutherKingJrAfter2015,
9
+ USPresidentsDayBefore2016FridayBefore,
10
+ USPresidentsDayBefore2015,
11
+ USPresidentsDayAfter2015,
12
+ GoodFridayBefore2021NotEarlyClose,
13
+ GoodFriday2009,
14
+ GoodFriday2010,
15
+ GoodFriday2012,
16
+ GoodFriday2015,
17
+ GoodFriday2021,
18
+ GoodFriday2022,
19
+ GoodFridayAfter2022,
20
+ USMemorialDay2013AndPrior,
21
+ USMemorialDayAfter2013,
22
+ USMemorialDay2015AndPriorFridayBefore,
23
+ USIndependenceDayBefore2014,
24
+ USIndependenceDayAfter2014,
25
+ USLaborDayStarting1887Before2014,
26
+ USLaborDayStarting1887Before2015FridayBefore,
27
+ USLaborDayStarting1887After2014,
28
+ USThanksgivingBefore2014,
29
+ USThanksgivingAfter2014,
30
+ USThanksgivingFriday,
31
+ )
32
+ from pandas_market_calendars.holidays.us import (
33
+ USNewYearsDay,
34
+ ChristmasEveInOrAfter1993,
35
+ Christmas,
36
+ USJuneteenthAfter2022,
37
+ )
38
+ from .cme_globex_base import CMEGlobexBaseExchangeCalendar
39
+
40
+
41
+ class CMEGlobexFixedIncomeCalendar(CMEGlobexBaseExchangeCalendar):
42
+ aliases = ["CME Globex Fixed Income", "CME Globex Interest Rate Products"]
43
+
44
+ regular_market_times = {
45
+ "market_open": ((None, time(18), -1),),
46
+ "market_close": ((None, time(17)),),
47
+ }
48
+
49
+ """
50
+ Not yet implemented:
51
+ Christmas/New_Years
52
+ 5am special open for a couple years (see tests)
53
+
54
+ regular market_open/market_close changed from 17/16 to 18/17?
55
+ """
56
+
57
+ @property
58
+ def name(self):
59
+ return "CME Globex Fixed Income"
60
+
61
+ @property
62
+ def regular_holidays(self):
63
+ return AbstractHolidayCalendar(
64
+ rules=[
65
+ USNewYearsDay,
66
+ GoodFridayBefore2021NotEarlyClose,
67
+ GoodFriday2022,
68
+ Christmas,
69
+ ]
70
+ )
71
+
72
+ @property
73
+ def special_closes_adhoc(self):
74
+ return [
75
+ (time(15, 15), ["2010-07-02", "2011-07-01"]),
76
+ (time(12, 15), ["2010-12-31"]),
77
+ ]
78
+
79
+ @property
80
+ def special_closes(self):
81
+ # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
82
+ return [
83
+ (
84
+ time(12),
85
+ AbstractHolidayCalendar(
86
+ rules=[
87
+ USMartinLutherKingJrAfter1998Before2015,
88
+ USMartinLutherKingJrAfter2015,
89
+ USPresidentsDayBefore2015,
90
+ USPresidentsDayAfter2015,
91
+ USMemorialDay2013AndPrior,
92
+ USMemorialDayAfter2013,
93
+ USIndependenceDayBefore2014,
94
+ USIndependenceDayAfter2014,
95
+ USLaborDayStarting1887Before2014,
96
+ USLaborDayStarting1887After2014,
97
+ USThanksgivingBefore2014,
98
+ USThanksgivingAfter2014,
99
+ USJuneteenthAfter2022,
100
+ ]
101
+ ),
102
+ ),
103
+ (
104
+ time(15, 15),
105
+ AbstractHolidayCalendar(
106
+ rules=[
107
+ USMartinLutherKingJrAfter1998Before2016FridayBefore,
108
+ USPresidentsDayBefore2016FridayBefore,
109
+ GoodFriday2009,
110
+ USMemorialDay2015AndPriorFridayBefore,
111
+ USLaborDayStarting1887Before2015FridayBefore,
112
+ ]
113
+ ),
114
+ ),
115
+ (
116
+ time(12, 15),
117
+ AbstractHolidayCalendar(
118
+ rules=[
119
+ USThanksgivingFriday,
120
+ ChristmasEveInOrAfter1993,
121
+ ]
122
+ ),
123
+ ),
124
+ (
125
+ time(10, 15),
126
+ AbstractHolidayCalendar(
127
+ rules=[
128
+ GoodFriday2010,
129
+ GoodFriday2012,
130
+ GoodFriday2015,
131
+ GoodFriday2021,
132
+ GoodFridayAfter2022,
133
+ ]
134
+ ),
135
+ ),
136
+ ]
@@ -1,78 +1,101 @@
1
- from datetime import time
2
-
3
- from pandas.tseries.holiday import AbstractHolidayCalendar
4
-
5
- from pandas_market_calendars.calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
6
- from pandas_market_calendars.holidays.cme import (
7
- USMartinLutherKingJrAfter1998Before2022,
8
- USPresidentsDayBefore2022,
9
- GoodFridayBefore2021,
10
- GoodFriday2021,
11
- GoodFridayAfter2021,
12
- USMemorialDay2021AndPrior,
13
- USIndependenceDayBefore2022,
14
- USLaborDayStarting1887Before2022,
15
- USThanksgivingBefore2022,
16
- USThanksgivingFriday,
17
- )
18
- from pandas_market_calendars.holidays.us import (
19
- USNewYearsDay,
20
- ChristmasEveInOrAfter1993,
21
- Christmas,
22
- )
23
-
24
- _1015 = time(10, 15)
25
- _1200 = time(12, 0)
26
- _1215 = time(12, 15)
27
-
28
-
29
- class CMEGlobexFXExchangeCalendar(CMEGlobexBaseExchangeCalendar):
30
- aliases = ['CME_Currency']
31
-
32
- # Using CME Globex trading times eg AUD/USD, EUR/GBP, and BRL/USD
33
- # https://www.cmegroup.com/markets/fx/g10/australian-dollar.contractSpecs.html
34
- # https://www.cmegroup.com/markets/fx/cross-rates/euro-fx-british-pound.contractSpecs.html
35
- # https://www.cmegroup.com/markets/fx/emerging-market/brazilian-real.contractSpecs.html
36
- # CME "NZD spot" has its own holiday schedule; this is a niche product (via "FX Link") and is not handled in this
37
- # class; however, its regular hours follow the same schedule (see
38
- # https://www.cmegroup.com/trading/fx/files/fx-product-guide-2021-us.pdf)
39
- regular_market_times = {
40
- "market_open": ((None, time(17), -1),), # offset by -1 day
41
- "market_close": ((None, time(16, 00)),)
42
- }
43
-
44
- aliases = ['CMEGlobex_FX', 'CME_FX', 'CME_Currency']
45
-
46
- @property
47
- def name(self):
48
- return "CMEGlobex_FX"
49
-
50
- @property
51
- def regular_holidays(self):
52
- return AbstractHolidayCalendar(rules=[
53
- USNewYearsDay,
54
- GoodFridayBefore2021,
55
- GoodFridayAfter2021,
56
- Christmas,
57
- ])
58
-
59
- @property
60
- def special_closes(self):
61
- """
62
- Accurate 2020-2022 inclusive
63
- TODO - enhance/verify prior to 2020
64
- TODO - Add 2023+ once known
65
- """
66
- # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
67
- return [
68
- (_1015, AbstractHolidayCalendar(rules=[GoodFriday2021])),
69
- (_1200, AbstractHolidayCalendar(rules=[
70
- USMartinLutherKingJrAfter1998Before2022,
71
- USPresidentsDayBefore2022,
72
- USMemorialDay2021AndPrior,
73
- USIndependenceDayBefore2022,
74
- USLaborDayStarting1887Before2022,
75
- USThanksgivingBefore2022,
76
- ])),
77
- (_1215, AbstractHolidayCalendar(rules=[USThanksgivingFriday, ChristmasEveInOrAfter1993])),
78
- ]
1
+ from datetime import time
2
+
3
+ from pandas.tseries.holiday import AbstractHolidayCalendar
4
+
5
+ from pandas_market_calendars.calendars.cme_globex_base import (
6
+ CMEGlobexBaseExchangeCalendar,
7
+ )
8
+ from pandas_market_calendars.holidays.cme import (
9
+ USMartinLutherKingJrAfter1998Before2022,
10
+ USPresidentsDayBefore2022,
11
+ GoodFridayBefore2021,
12
+ GoodFriday2021,
13
+ GoodFriday2022,
14
+ GoodFridayAfter2022,
15
+ USMemorialDay2021AndPrior,
16
+ USIndependenceDayBefore2022,
17
+ USLaborDayStarting1887Before2022,
18
+ USThanksgivingBefore2022,
19
+ USThanksgivingFriday,
20
+ )
21
+ from pandas_market_calendars.holidays.us import (
22
+ USNewYearsDay,
23
+ ChristmasEveInOrAfter1993,
24
+ Christmas,
25
+ )
26
+
27
+ _1015 = time(10, 15)
28
+ _1200 = time(12, 0)
29
+ _1215 = time(12, 15)
30
+
31
+
32
+ class CMEGlobexFXExchangeCalendar(CMEGlobexBaseExchangeCalendar):
33
+ aliases = ["CME_Currency"]
34
+
35
+ # Using CME Globex trading times eg AUD/USD, EUR/GBP, and BRL/USD
36
+ # https://www.cmegroup.com/markets/fx/g10/australian-dollar.contractSpecs.html
37
+ # https://www.cmegroup.com/markets/fx/cross-rates/euro-fx-british-pound.contractSpecs.html
38
+ # https://www.cmegroup.com/markets/fx/emerging-market/brazilian-real.contractSpecs.html
39
+ # CME "NZD spot" has its own holiday schedule; this is a niche product (via "FX Link") and is not handled in this
40
+ # class; however, its regular hours follow the same schedule (see
41
+ # https://www.cmegroup.com/trading/fx/files/fx-product-guide-2021-us.pdf)
42
+ regular_market_times = {
43
+ "market_open": ((None, time(17), -1),), # offset by -1 day
44
+ "market_close": ((None, time(16, 00)),),
45
+ }
46
+
47
+ aliases = ["CMEGlobex_FX", "CME_FX", "CME_Currency"]
48
+
49
+ @property
50
+ def name(self):
51
+ return "CMEGlobex_FX"
52
+
53
+ @property
54
+ def regular_holidays(self):
55
+ return AbstractHolidayCalendar(
56
+ rules=[
57
+ USNewYearsDay,
58
+ GoodFridayBefore2021,
59
+ GoodFriday2022,
60
+ Christmas,
61
+ ]
62
+ )
63
+
64
+ @property
65
+ def special_closes(self):
66
+ """
67
+ Accurate 2020-2022 inclusive
68
+ TODO - enhance/verify prior to 2020
69
+ TODO - Add 2023+ once known
70
+ """
71
+ # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
72
+ return [
73
+ (
74
+ _1015,
75
+ AbstractHolidayCalendar(
76
+ rules=[
77
+ GoodFriday2021,
78
+ GoodFridayAfter2022,
79
+ ]
80
+ ),
81
+ ),
82
+ (
83
+ _1200,
84
+ AbstractHolidayCalendar(
85
+ rules=[
86
+ USMartinLutherKingJrAfter1998Before2022,
87
+ USPresidentsDayBefore2022,
88
+ USMemorialDay2021AndPrior,
89
+ USIndependenceDayBefore2022,
90
+ USLaborDayStarting1887Before2022,
91
+ USThanksgivingBefore2022,
92
+ ]
93
+ ),
94
+ ),
95
+ (
96
+ _1215,
97
+ AbstractHolidayCalendar(
98
+ rules=[USThanksgivingFriday, ChristmasEveInOrAfter1993]
99
+ ),
100
+ ),
101
+ ]